OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in August reached 478,561,649 contracts, a 10.3 percent increase compared to last August, and the highest total volume for August since 2011. OCC's year-to-date average daily cleared contract volume is 19,672,145, down 3.2 percent compared to 2018's record-breaking pace.
Options: Overall exchange-listed options 469,284,227 contracts in August, up 10.1 percent from 426,237,903 in 2018. Equity options volume reached a total of 418,770,313 contracts, a 9.1 percent increase from August 2018. This includes cleared ETF options volume of 191,070,806 contracts last month, a 31.5 percent increase compared to the August 2018 volume of 145,281,116 contracts. Index options volume was up 19.6 percent with 50,513,914 contracts in August, with a year-to-date average daily volume of 1,940,020 contracts.
Futures: Futures cleared by OCC 9,277,422 contracts in August, up 23.7 percent from August 2018. OCC's year-to-date average daily cleared futures volume is 320,193 contracts, 22.8 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity was down 5.53 percent in new loans from August 2018 with 111,375 transactions last month. Year-to-date stock loan activity has decreased 2.56 percent from 2018 with 899,943 new loan transactions in 2019. The average daily loan value at OCC in August was $76,760,015,234, a decrease of 4.4 percent compared to last August.
For 2019 monthly exchange market share information, click here.
August 2019 Total Contract Volume |
August 2018 Total Contract Volume |
August Total Contract % Change vs. 2018 |
YTD Avg. Daily Contract 2019 |
YTD Avg. Daily Contract 2018 |
2019 Avg. Daily Contract % Change vs. 2018 |
|
Equity Options |
418,770,313 |
384,002,068 |
9.1% |
17,411,932 |
17,733,226 |
-1.8% |
Index Options |
50,513,914 |
42,235,835 |
19.6% |
1,940,020 |
2,173,583 |
-10.7% |
Total Options |
469,284,227 |
426,237,903 |
10.1% |
19,351,952 |
19,906,809 |
-2.8% |
Total Futures |
9,277,422 |
7,502,413 |
23.7% |
320,193 |
414,516 |
-22.8% |
Total Volume |
478,561,649 |
433,740,316 |
10.3% |
19,672,145 |
20,321,325 |
-3.2% |